+90.6%
EEM vs REPL
-23.3%
+113.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.6% | +3.5% | +1.8% |
| 7D | +2.3% | -3.0% | +5.3% | +2.4% |
| 30D | +4.5% | +27.1% | -22.6% | +4.2% |
| 3M | -0.1% | +52.4% | -52.4% | -1.0% |
| 6M | +16.9% | +107.4% | -90.5% | +14.2% |
| YTD | +26.2% | +54.7% | -28.5% | +23.7% |
| 1Y | +40.5% | +158.9% | -118.4% | +35.9% |
| All | +90.6% | -23.3% | +113.9% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling